Volumetric Lighting not showing very well
In order to have volumetrics work with a sun lamp you need to create a box around the scene and have it use volume scatter.



Volumetric lighting will not work with a sun lamp and volume scatter used in the world settings (read: Volume Scatter in World makes the sky turn black).

If you are using a window, then the default glass material will not allow for direct light to go thorough. You need to modify the glass material with a node setup like this:



(read: How can I make a more realistic glass shader? and How to illuminate the darkness inside glass objects in Cycles?)